-84.3%
FRMI vs RPRX
+82.8%
-167.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.4% |
| 7D | +2.4% | +5.1% | -2.7% | +3.3% |
| 30D | -17.3% | +11.2% | -28.5% | -15.4% |
| 3M | -17.2% | +16.7% | -33.9% | -14.1% |
| 6M | -43.4% | +36.0% | -79.4% | -40.7% |
| YTD | -36.0% | +67.8% | -103.8% | -25.6% |
| All | -84.3% | +82.8% | -167.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling